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Download or read book Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference written by Zheng Gao and published by Springer Nature. This book was released on 2021-09-07 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition results are obtained for the signal support estimation problem under a variety of statistical risks. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.